+88.4%
HBAN vs FE
+561.4%
-473.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +0.7% | +1.9% | -1.3% | -0.2% |
| 30D | -3.2% | -1.2% | -2.1% | -2.8% |
| 3M | +4.0% | +3.5% | +0.5% | +2.3% |
| 6M | +3.1% | -6.1% | +9.2% | +5.5% |
| YTD | 0.0% | +7.6% | -7.6% | -3.5% |
| 1Y | -1.2% | +11.9% | -13.1% | -6.4% |
| 3Y | +72.5% | +48.4% | +24.0% | +42.8% |
| 5Y | +39.3% | +44.8% | -5.5% | +15.0% |
| 10Y | +157.3% | +115.9% | +41.5% | +67.3% |
| All | +88.4% | +561.4% | -473.0% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling